Plex - in the way users here are describing (important context since Plex’s management has recently shifted heavily to trying to be like Pluto.TV with less emphasis on its original purpose) works as an application that acts like a library for your own media collection.

There are 2 required parts to it :

1. A “server” or “host” which acts as your library.
2. A client - like an NVIDIA Shield, your phone, PlayStation, Roku, or eve your Fire Stick.

Without your own server with content stored on it, or at least a friend’s server credentials you can connect to, you are limited to the “Pluto.TV” type ad-driven media collection.

So the answer is “yes it works on a fire stick,” but you will need #1 also for it to be the single source library for your content and not just another ad-riddled garbage service.